BondOASTM - Accuracy You Can Count On

Selected Bond     
FEDERAL FARM CREDIT BANKS 4's due 02/21/2042
Issued 02/21/2012
Currently callable at 100.000 (American)		 Pmt Frequency
Semiannual		 Amt Outstanding
15,000,000
Terms From:
Choose Benchmark Yield Curve & Interest Rate Volatility
Treasury (%)
3-mth
0.043
6-mth
0.079
2-yr
0.310
3-yr
0.593
5-yr
1.252
7-yr
1.786
10-yr
2.356
30-yr
3.417
 Rates From:
LIBOR Swap (%)
3-mth
0.272
6-mth
0.409
2-yr
0.473
3-yr
0.760
5-yr
1.479
7-yr
2.026
10-yr
2.567
30-yr
3.327
Volatility %  
Price or OAS?
Price
 OAS
  
Results
Valuation
Price
        		 OAS (bps)
        		 Accrued Int.
        		 YTM
        		 YTC
        		 YTW
        		 WAM
        		 Sprd. to Treas. (bps)
        
Risk Measures Duration Convexity DV 01     Duration Convexity DV 01
Effective                              Modified                           

v1.10  Copyright © 2012 Andrew Kalotay Associates, Inc.